A private investigator hired by members of Joshua "JJ" Vallow and Tylee Ryan's extended family is shedding new light on the events surrounding their move to Idaho and a cousin who left her kids behind to follow them there.

Robertson was hired by Melani's ex-husband, Brandon Boudreaux, to find Melani and Cox after he said he had been targeted in a drive-by shooting on Oct. 2. Brandon believes Cox is the man who shot at him. Cox died on Dec. 12.

"Lori is who got Melani Boudreaux involved in all of this religious belief system," Robertson told InsideEdition.com. "It was all of this end-times, apocalyptic going down those rabbit holes that caused the marriages of both Lori Vallow and Brandon Boudreaux to collapse."

Those beliefs are now being discussed across the country after Lori's children, JJ and Tylee, were last seen in Rexburg on Sep. 23. Lori and her fifth husband, Chad Daybell, have been named persons of interest in the children's disappearance, but neither have been arrested or charged with a crime and both deny any wrongdoing.

Moving to Rexburg

Lori Vallow Daybell is believed to have moved to Idaho in August.

Colby Ryan, Lori's oldest son, told KSAZ-TV that at the time, Lori told him she was moving to start a new job but she didn't tell him where, and then his contact with his mom and Tylee dropped off. Neal Mestas, a dog trainer, recently told Inside Edition that Lori also returned JJ's specially-trained service dog to him before their move to Idaho. Lori enrolled JJ at Kennedy Elementary School in Rexburg on September 3, the school's principal told EastIdahoNews.com.

Lori's niece, Melani, and brother followed her to Idaho shortly after. Robertson said he first observed Cox and Melani Boudreaux packing things from her house in Chandler, Arizona, into a U-Haul on October 31 and November 1 before driving up to Rexburg. But Robertson said he watched as Melani, a mother of four young children, and Cox discarded children's items on the curb.

"They were bringing stuff out of the house and loading it into the U-Haul," Robertson said. "But I saw Alex Cox bringing out some twin mattresses and bags of what looked like they might have been kids' blankets and toys. He didn't put those in the U-Haul, instead he put those on the curb and just left them in a pile on the curb while they loaded the U-Haul."

"It was all kids' stuff, it was clothing, it was blankets, it was toys, mattresses, bedding materials. It was all in a pile out there on the curb with a little cardboard sign on it that said, 'Free,'" Robertson added.

At the time, Melani Boudreaux's kids were with her ex-husband, Brandon Boudreaux, who had gone into hiding after the shooting, according to a Facebook post Brandon wrote.

When Melani Boudreaux and Alex Cox unloaded the U-Haul in Rexburg, Robertson said, one of his agents observed that while they saw Lori Vallow Daybell, her children, JJ and Tylee, were nowhere to be seen.

"It was during that period that we realized we were seeing all the adults—Lori Vallow, Alex Cox, Melani Boudreaux—but we weren't seeing the kids. We weren't seeing JJ or Tylee," Robertson said. "At that point, Kay Woodcock [JJ's grandmother] contacted the Rexburg Police Department and asked for a welfare check on the kids."

Investigators have been searching for JJ and Tylee ever since. Police in Rexburg, Idaho, found Lori Vallow Daybell had abandoned a number of JJ and Tylee's belongings in a storage unit in Rexburg that she began renting on Oct. 1.

Drive-by shooting

On Oct. 2, Brandon Boudreaux, Melani's ex-husband, was shot at outside of his home in Gilbert, Arizona.

"On October 2nd on my way home from the gym someone sat outside my home and shot a gun at me they hit my vehicle and missed my head by inches. I have reason to believe that this was related to all of the following events," Brandon Boudreaux wrote on Facebook on December 21.

In a 911 call from the incident, Brandon can be heard telling the dispatcher, "someone just shot my window."

Brandon Boudreaux described those events in the same Facebook post, writing that his wife, Melani, asked him for a divorce in June 2019 after spending time with Lori and "a new religious group, that we refer to as a 'cult.'"

"My wife at this time melani began spending a lot of time with this group, at the end of june she demanded a divorce claiming revelation about things that were not real and there was no evidence given just a claim of being told by the savior," Boudreaux wrote on Facebook.

Robertson said he and Brandon Boudreaux met on Oct. 13.

"He was so anxious that we actually met in my office on a Sunday morning and he told me this wild tale of killing and missing people and religious cults and that he had been the victim of a drive-by shooting," Robertson said.

​"Basically, the bottom line for him at that point was he was hoping I could find Alex Cox and the Jeep that Alex was driving, and he hoped that I could find his wife, whom he had lost contact with for about two weeks," Robertson explained. "They were going through a divorce and they were supposed to exchange their four kids and she didn't show up for the last meeting. And then he was the target of the drive-by shooting and he thought that he recognized his assailant as being Alex Cox."

Robertson said Boudreaux told him Cox was driving a green Jeep Cherokee registered to Lori's late husband, Charles Vallow.

Cox had fatally shot Vallow at Lori's home on July 11. Cox claimed the shooting was in self-defense, according to body cam footage released by the Chandler Police Department, and he was not charged in the incident. Both JJ and Tylee were present at the home at the time of the shooting.

Cox died Dec. 12 at his home and his death is currently under investigation.

New marriage, an arrest and a custody battle

After the drive-by shooting attempt, Brandon Boudreaux wrote on Facebook that he went into hiding with his kids.

But Robertson said Melani continued to look for her children in early November before she left for Rexburg. He said he followed Melani and Cox using a GPS tracker on their vehicle as they went to friends' houses looking for the kids on the day before they left for Idaho. Robertson said Melani also posted on Facebook she was offering a $10,000 reward for information about them.

"It was clear to us that she was aggressively trying to find the kids, even though she left all the kids' stuff on the curb," Robertson said. "And she was traveling with Alex Cox, so that increased the anxiety for Brandon and his kids."

Melani and Cox arrived in Rexburg November 4, Robertson said.

Like Lori, Melani and Cox quickly married other people once they arrived there, he said.

Lori and Chad Daybell married just weeks after Chad's wife, Tammy Daybell, was found dead in her home on Oct. 19. Tammy's death was initially believed to be from natural causes, but her body was exhumed and an autopsy was performed, the results of which are still pending.

"They all got rid of their non-believing spouses and gathered in Rexburg and married within their belief group," Robertson said. "It was some time during that period of re-grouping that JJ and Tylee seem to have disappeared."

In mid-November, Melani Boudreaux was arrested for trespassing at Brandon's father's home in American Fork, Utah, according to a 911 call obtained by KTSU.

"The police are on their way, get away from my door! Now!" Brandon's father can be heard saying on the call.

Melani Boudreaux was charged with criminal trespassing in the incident.

Court records from Maricopa County, Arizona, show Melani and Brandon Boudreaux are involved in an ongoing battle over custody of their children.

As investigators in a number of states look into the suspicious deaths surrounding their family, the search for JJ and Tylee continues.

The Rexburg Police Department asks anyone with information regarding the children's whereabouts or welfare to contact the department at 1-208-359-3000 or the National Center for Missing and Exploited Children (NCMEC) at 1-800-THE-LOST.

JJ has brown hair and brown eyes, is 4 feet tall and weighs 50 pounds. He has autism and "may be in need of medical attention," according to authorities. Tylee has blonde hair and blue eyes, is 5 feet tall and weighs 160 pounds.